+197.6%
CDE vs ILMN
-52.9%
+250.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.6% |
| 7D | +2.3% | +1.9% | +0.4% | +1.7% |
| 30D | +18.8% | +12.3% | +6.5% | +14.6% |
| 3M | +23.5% | +33.5% | -10.1% | +12.2% |
| 6M | -8.6% | +69.4% | -78.0% | -23.5% |
| YTD | +16.0% | +60.9% | -44.9% | -1.8% |
| 1Y | +42.1% | +115.0% | -72.9% | +7.7% |
| 3Y | +835.9% | +37.0% | +798.9% | +686.1% |
| 5Y | +197.6% | -53.1% | +250.7% | +187.5% |
| All | +197.6% | -52.9% | +250.5% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling